An extension of the second order dynamical system that models Nesterov's convex gradient method (Q2232772)
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English | An extension of the second order dynamical system that models Nesterov's convex gradient method |
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An extension of the second order dynamical system that models Nesterov's convex gradient method (English)
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8 October 2021
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A second-order dynamical system is studied. Existence and uniqueness of the trajectories generated by the dynamical system under consideration are proved. Then convergence analysis of the generated trajectories is proposed via a general energy functional, which plays the role of a Lyapunov function associated to the dynamical system. Numerical experiments show that under some perturbations a smoothing effect in the behavior of the energy error can be obtained. It is shown that the considered system leads to inertial algorithms via explicit discretization.
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convex optimization
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heavy ball method
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continuous second-order dynamical system
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convergence rate
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inertial algorithm
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